Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191024.6361 | 5126.3686 | 185898.2675 | 46511.4114 | 5421.2248 | 41090.1866 |
Total P&L (%) | 191.0246 | 5.1264 | 185.8983 | 46.5114 | 5.4212 | 41.0902 |
Avg Daily Profit (%) | 0.1844 | 0.0049 | 0.1794 | 0.0369 | 0.0051 | 0.0332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78819 | -25532 | -78819 | -84890 | -12358 | -85668 |
Profit Factor | 1.5659 | 1.0524 | 1.7752 | 1.196 | 1.1032 | 1.2223 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 36 | 27 | 9 | 36 | 27 | 9 |
Profitability (%) | 76.1589 | 64.4737 | 88 | 76.1589 | 64.4737 | 88 |
Ratio Avg Win / Avg Loss | 0.4902 | 0.5799 | 0.2421 | 0.3744 | 0.6079 | 0.1667 |
Largest Winning Trade | 20428 | 8022 | 20428 | 13718 | 4094 | 13718 |
Largest Losing Trade | -78819 | -15424 | -78819 | -84890 | -8323 | -84890 |
Avg Bars in Trades | 72 | 6 | 138 | 72 | 6 | 138 |
Avg Bars in Winners | 42 | 3 | 70 | 42 | 3 | 70 |
Avg Bars in Losers | 167 | 12 | 633 | 167 | 12 | 633 |
Bars Traded | 10887 | 508 | 10379 | 10887 | 508 | 10379 |
Profit Streak | 0 | 0 | 124.6968 | 0 | 0 | 124.6968 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421623 | -563525 | -42594 | -147754 | -507233 | -203310 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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